November 2016
Beginner to intermediate
687 pages
15h 31m
English
There are various ways to perform processing on posterior distribution in Markov Chain Monte Carlo (MCMC). One way is using the Metropolis-Hastings sampler. In order to implement the Metropolis-Hastings algorithm, we require standard uniform distribution, proposal distribution, and target distribution that is proportional to posterior probability. An example of Metropolis-Hastings is discussed in the following topic.
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